ATM skimmers used to be pretty rare. They were large contraptions that fit over the outside of the card reader on the ATM. They were most commonly seen in tourist areas on “stand alone” ATMs that weren’t regularly serviced. Now it seems that the ATM technicians are installing small bluetooth compatible skimmers to steal your data inside the machines themselves, at least in Mexico.
My best advice is to avoid ATMs in obvious tourist areas and to use the ATMs that are inside a bank. Although not a foolproof strategy, doing this will at least limit your chances of having your card data stolen.
One other thing…for foreign travel, you want a traditional ATM card, NOT an ATM debit card. The traditional cards have daily withdrawal limits so the crooks can’t clean you out. With the debit card, they can take out more money and charge things to your account. The traditional ATM card will help limit the damages if your data is stolen.
For more information about skimmers in Mexico, read: